CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0674 |
1.0604 |
-0.0070 |
-0.7% |
1.0829 |
| High |
1.0688 |
1.0635 |
-0.0053 |
-0.5% |
1.0862 |
| Low |
1.0567 |
1.0589 |
0.0022 |
0.2% |
1.0567 |
| Close |
1.0575 |
1.0623 |
0.0048 |
0.5% |
1.0575 |
| Range |
0.0121 |
0.0046 |
-0.0075 |
-62.0% |
0.0295 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
380 |
316 |
-64 |
-16.8% |
1,970 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0734 |
1.0648 |
|
| R3 |
1.0708 |
1.0688 |
1.0636 |
|
| R2 |
1.0662 |
1.0662 |
1.0631 |
|
| R1 |
1.0642 |
1.0642 |
1.0627 |
1.0652 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0621 |
| S1 |
1.0596 |
1.0596 |
1.0619 |
1.0606 |
| S2 |
1.0570 |
1.0570 |
1.0615 |
|
| S3 |
1.0524 |
1.0550 |
1.0610 |
|
| S4 |
1.0478 |
1.0504 |
1.0598 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1553 |
1.1359 |
1.0737 |
|
| R3 |
1.1258 |
1.1064 |
1.0656 |
|
| R2 |
1.0963 |
1.0963 |
1.0629 |
|
| R1 |
1.0769 |
1.0769 |
1.0602 |
1.0719 |
| PP |
1.0668 |
1.0668 |
1.0668 |
1.0643 |
| S1 |
1.0474 |
1.0474 |
1.0548 |
1.0424 |
| S2 |
1.0373 |
1.0373 |
1.0521 |
|
| S3 |
1.0078 |
1.0179 |
1.0494 |
|
| S4 |
0.9783 |
0.9884 |
1.0413 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0831 |
|
2.618 |
1.0755 |
|
1.618 |
1.0709 |
|
1.000 |
1.0681 |
|
0.618 |
1.0663 |
|
HIGH |
1.0635 |
|
0.618 |
1.0617 |
|
0.500 |
1.0612 |
|
0.382 |
1.0607 |
|
LOW |
1.0589 |
|
0.618 |
1.0561 |
|
1.000 |
1.0543 |
|
1.618 |
1.0515 |
|
2.618 |
1.0469 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0648 |
| PP |
1.0616 |
1.0639 |
| S1 |
1.0612 |
1.0631 |
|